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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.01% | 98.01 % | 99.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,338 CHF | 148,838 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 98.09 % | 99.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,800 CHF | 148,300 CHF | 89.38% | 89.38% |
| 18/11/2024 | 1.01% | 98.34 % | 99.34 % | 150,000 | 150,000 | 150,000 | 149,992 | 147,434 CHF | 148,926 CHF | 99.67% | 99.67% |
| 15/11/2024 | 1.01% | 98.37 % | 99.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,798 CHF | 149,298 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 98.79 % | 99.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,036 CHF | 149,536 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 98.52 % | 99.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,798 CHF | 149,298 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 98.77 % | 99.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,363 CHF | 149,863 CHF | 98.74% | 98.74% |
| 11/11/2024 | 1.00% | 99.09 % | 100.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,548 CHF | 150,048 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.01% | 98.67 % | 99.67 % | 150,000 | 150,000 | 150,000 | 149,896 | 148,015 CHF | 149,411 CHF | 99.84% | 99.84% |
| 07/11/2024 | 1.01% | 98.63 % | 99.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,708 CHF | 149,208 CHF | 100.00% | 100.00% |
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